+3.4%
SHAK vs RACE
+39.3%
-35.9%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -2.4% |
| 7D | -0.3% | -1.0% | +0.7% | +0.2% |
| 30D | -5.2% | -1.5% | -3.7% | -4.5% |
| 3M | +27.3% | +15.5% | +11.8% | +18.7% |
| 6M | -27.9% | +17.3% | -45.2% | -33.5% |
| YTD | -17.0% | +11.1% | -28.1% | -22.1% |
| 1Y | -30.9% | -14.3% | -16.7% | -26.7% |
| 3Y | +3.4% | +40.2% | -36.8% | -15.0% |
| All | +3.4% | +39.3% | -35.9% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RACE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling